In the absurdist sci-fi fantasy, Everything Everywhere All at Once, every life choice creates a new alternative universe, ...

Like tomorrow, new market risk capital rules for banks always seem to be one day away. The repeated delays have left bankers ...

Volkan Benihasim has been named global head of foreign exchange, emerging markets rates and commodities at HSBC. Benihasim ...

Options market-making is a complex problem, especially at the portfolio level, which explains both the lack of publicly available models and practitioners’ reticence around sharing their solutions.

Volatility pushes fourth quarter readings at BNP Paribas, Crédit Agricole and SocGen to levels unseen in recent years ...

Following the relaunch of Velocity 3.0 in 2023, the US bank has focused on consolidating its various electronic foreign exchange pricing platforms – including CitiFX Pulse, its execution and treasury ...

To test the effects of car collisions on the human body, researchers in the 1940s allowed themselves to be jolted to a stop ...

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Banks and brokers are making an industry-led bid to kick-start a transition away from the Hong Kong interbank offered rate, ...

The authors conduct a bibliometric analysis of 100 research papers to identify trends within corporate risk management.

As of December 31, 2024, mark-to-market investments in agency residential mortgage-backed securities (RMBSs) by Comerica, Banco Popular and Ally Financial were underwater by approximately one-fifth of ...

The authors apply stochastic volatility models to real-world data and demonstrate how effectively the models calibrate a range of options.